Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'714 CHF | 483'214 CHF | 99.38% | 99.38% |
14.05.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'755 CHF | 480'255 CHF | 99.37% | 99.37% |
13.05.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'819 CHF | 478'319 CHF | 98.82% | 98.82% |
10.05.2024 | 0.52% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'066 CHF | 478'566 CHF | 99.37% | 99.37% |
08.05.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'130 CHF | 477'621 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'806 CHF | 474'064 CHF | 97.38% | 97.38% |
06.05.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'907 CHF | 473'157 CHF | 99.37% | 99.37% |
03.05.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'743 CHF | 471'993 CHF | 99.35% | 99.35% |
02.05.2024 | 0.49% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 499'999 | 473'946 CHF | 476'270 CHF | 99.34% | 99.34% |
30.04.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'999 CHF | 484'499 CHF | 99.36% | 99.36% |